36 citations · 99 across the 7 of their papers we have counts for
Showing math.OCShow all
2 papers · 1 filter
math.OC2021★ 1 cited
An efficient method for goal-oriented linear Bayesian optimal experimental design: Application to optimal sensor placemen
Keyi Wu, Peng Chen, Omar Ghattas
Optimal experimental design (OED) plays an important role in the problem of identifying uncertainty with limited experimental data. In many applications, we seek to minimize the un…
math.OC2019★ 36 cited
Projected Stein Variational Newton: A Fast and Scalable Bayesian Inference Method in High Dimensions
Peng Chen, Keyi Wu, Joshua Chen +2
We propose a fast and scalable variational method for Bayesian inference in high-dimensional parameter space, which we call projected Stein variational Newton (pSVN) method. We exp…